-50.3%
DOCS vs AVTR
-57.7%
+7.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -2.4% |
| 7D | -1.4% | +2.7% | -4.1% | -2.1% |
| 30D | +21.8% | +12.1% | +9.8% | +18.4% |
| 3M | +27.3% | +57.2% | -30.0% | +12.6% |
| 6M | -0.3% | +73.1% | -73.4% | -14.3% |
| YTD | -40.5% | +30.6% | -71.1% | -45.4% |
| 1Y | -61.5% | +13.5% | -75.0% | -64.1% |
| 3Y | +8.2% | -31.0% | +39.2% | +9.4% |
| 5Y | -73.4% | -63.2% | -10.2% | -62.7% |
| All | -50.3% | -57.7% | +7.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling